+1,071.7%
KEYS vs BHP
+269.0%
+802.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | -1.3% | +4.0% | -5.3% | -3.0% |
| 3M | -0.1% | +11.3% | -11.4% | -4.5% |
| 6M | +17.4% | +29.3% | -12.0% | +5.7% |
| YTD | +62.9% | +59.2% | +3.7% | +35.8% |
| 1Y | +95.7% | +80.8% | +14.9% | +55.5% |
| 3Y | +150.2% | +88.0% | +62.2% | +93.9% |
| 5Y | +83.1% | +126.6% | -43.6% | +29.1% |
| 10Y | +1,020.9% | +515.7% | +505.2% | +454.4% |
| All | +1,071.7% | +269.0% | +802.7% | +504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling